-98.5%
CABO vs VT
+217.5%
-316.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +6.7% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | -53.2% | -1.4% | -51.8% | -52.7% |
| 3M | -88.3% | -1.4% | -86.9% | -88.1% |
| 6M | -91.9% | +5.5% | -97.3% | -92.2% |
| YTD | -95.3% | +12.8% | -108.2% | -95.8% |
| 1Y | -96.3% | +15.4% | -111.8% | -96.8% |
| 3Y | -99.1% | +76.9% | -175.9% | -99.4% |
| 5Y | -99.7% | +60.4% | -160.1% | -99.8% |
| 10Y | -99.0% | +232.8% | -331.8% | -99.6% |
| All | -98.5% | +217.5% | -316.0% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling